+433.6%
NEM vs APA
+905.9%
-472.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.8% |
| 7D | +0.3% | +5.1% | -4.8% | -0.6% |
| 30D | +1.1% | +0.3% | +0.8% | +0.7% |
| 3M | +1.3% | +15.6% | -14.4% | -1.8% |
| 6M | -1.4% | +28.9% | -30.3% | -6.7% |
| YTD | +19.4% | +96.6% | -77.1% | +3.5% |
| 1Y | +32.9% | +95.5% | -62.6% | +15.2% |
| 3Y | +267.0% | +41.8% | +225.2% | +226.8% |
| 5Y | +131.0% | +85.4% | +45.6% | +87.2% |
| 10Y | +379.9% | +4.5% | +375.4% | +251.4% |
| All | +433.6% | +905.9% | -472.3% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling